Linear algebra engine.

The linear algebra engine provides support for calculation with vectors and matrices.

Matrix inverse. |

Mooreâ€“Penrose pseudoinverse. |

Minimum of arguments. |

Maximum of arguments. |

Average of elements. |

Sum of elements. |

Reciprocal sum of elements. |

Product of elements. |

Average of elements. |

Unit matrix. |

Cross product of two 3D vectors. |

Dot product of two vectors. |

Orthogonal projection. |

Create a matrix filled with zeros. |

Create a matrix filled with ones. |

Diagonal matrix. |

Selects diagonals of a matrix. |

Gaussian elimination. |

Determinant of a matrix. |

Return the matrix size of the argument. |

Rank of a matrix. |

Reduced row echelon form of a matrix. |

Decompose a matrix to linearly independent rows and columns. |

Calculates the Givens rotation matrix. |

Jacobi conjugation. |

Householder rotation. |

Gives generalised eigenvalues and vectors of A. |

SVD: singular value decomposition. |

Schur decomposes matrix A to QR, where Q is unitary, and R is triangular. |

Implements Hessian decomposition. |

Evaluates a square matrix at a function. |